Correct way to define "DATA" for object.material_slots in a single bpy call
The first error is that you are passing DATA a variable instead of string "DATA", hence you get DATA is not defined.

The second thing is object.material_slots[0] is not an operator, all operators resides in bpy.ops. ...  it is a variable,  when you write row.operator("object.material_slots[0]") it will try to call bpy.ops.object.material_slots[0] which doesn't exist.

you may want to make your own operator ( if there's none that can do this) and use it instead.

For this case it would be easier to let prop() handle this easily :

row.prop(object.material_slots[0], "link")


and it will display a combobox that you can chose from